-66.2%
ZM vs KEY
+40.7%
-106.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | +0.7% | -3.0% | +3.7% | +1.5% |
| 3M | -3.7% | +3.3% | -7.0% | -4.8% |
| 6M | +29.9% | +9.2% | +20.7% | +26.0% |
| YTD | +17.4% | +10.6% | +6.8% | +13.2% |
| 1Y | +22.4% | +20.4% | +2.0% | +15.0% |
| 3Y | +41.3% | +121.8% | -80.6% | +8.8% |
| All | -66.2% | +40.7% | -106.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling